Bivariate distributions with equi-dispersed normal conditionals and related models

Autor:	Arnold, Barry C., Manjunath, B. G.
Rok vydání:	2022
Předmět:	Mathematics - Statistics Theory
Druh dokumentu:	Working Paper
Popis:	A random variable is equi-dispersed if its mean equals its variance. A Poisson distribution is a classical example of this phenomenon. However, a less well-known fact is that the class of normal densities that are equi-dispersed constitutes a one parameter exponential family. In the present article our main focus is on univariate and bivariate models with equi-dispersed normal component distributions. We discuss distributional features of such models, explore inferential aspects and include an example of application of equi-dispersed models. Some related models are discused in Appendices.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2209.01772 Zobrazit plný text záznamu View this record from Arxiv